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~language:"eng"
~person:"Chiarella, Carl"
~person:"Runzheimer, Bodo"
~subject:"Yield curve"
~type_genre:"Conference proceedings"
~type_genre:"Non-commercial literature"
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Yield curve
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Chiarella, Carl
Runzheimer, Bodo
Rudebusch, Glenn D.
15
Krippner, Leo
8
Bhar, Ramaprasad
6
Diebold, Francis X.
6
Swanson, Eric T.
6
Wright, Jonathan H.
6
Andreasen, Martin Møller
5
Christensen, Jens H. E.
5
Thornton, Daniel L.
5
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4
Kimmel, Robert
4
Sørensen, Christoffer Kok
4
Wu, Tao
4
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3
Basso, Henrique S.
3
Boileau, Martin
3
Ehrmann, Michael
3
Fratzscher, Marcel
3
Gürkaynak, Refet S.
3
Harris, Richard D. F.
3
Hou, Kewei
3
Jardet, Caroline
3
Kim, Don H.
3
Kitano, Shigeto
3
Li, Canlin
3
Modena, Matteo
3
Nimark, Kristoffer P.
3
Normandin, Michel
3
Phillips, Peter C. B.
3
Spencer, Peter D.
3
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3
Weber, Enzo
3
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3
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2
Aksoy, Yunus
2
Allen, David E.
2
Aruoba, S. Borağan
2
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2
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
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ECONIS (ZBW)
12
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1
Output and the term structure of interest rates : ways out of the jump-variable conundrum
Chiarella, Carl
;
Flaschel, Peter
;
Franke, Reiner
; …
-
2003
Persistent link: https://www.econbiz.de/10001761884
Saved in:
2
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
3
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
4
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
5
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
6
State variables and the affine nature of Markovian HJM term structure models
Chiarella, Carl
;
Kwon, Oh Kang
-
2001
Persistent link: https://www.econbiz.de/10001619298
Saved in:
7
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
8
Construction of zero-coupon yield curve from coupon bond yield using Australian data
Bhar, Ramaprasad
;
Chiarella, Carl
-
1996
Persistent link: https://www.econbiz.de/10000985675
Saved in:
9
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
10
The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951350
Saved in:
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